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https://hdl.handle.net/10316/84943
Título: | ASYMPTOTIC RESULTS FOR CERTAIN WEAK DEPENDENT VARIABLES | Autor: | Arab, Idir Oliveira, Paulo |
Palavras-chave: | Central Limit Theorem; Convergence rate; L-weak dependence; Strong law of large numbers | Data: | 2018 | Título da revista, periódico, livro ou evento: | Theory of Probability and Mathematical Statistics | Volume: | 2 | Número: | 99 | Local de edição ou do evento: | Kiev | Resumo: | We consider a special class of weak dependent random variables with control on covariances of Lipschitz transformations. This class includes, but is not limited to, positively, negatively associated variables and a few other classes of weakly dependent structures. We prove the Strong Law of Large Numbers with the characterization of convergence rates which is almost optimal, in the sense that it is arbitrarily close to the optimal rate for independent variables. Moreover, we prove an inequality comparing the joint distributions with the product distributions of the margins, similar to the well known Newman's inequality for characteristic functions of associated variables. As a consequence, we prove the Central Limit Theorem together with its functional counterpart, and also the convergence of the empirical process for this class of weak dependent variables. | URI: | https://hdl.handle.net/10316/84943 | ISSN: | 0868-6904 | Direitos: | openAccess |
Aparece nas coleções: | I&D CMUC - Artigos em Revistas Internacionais |
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Ficheiro | Descrição | Tamanho | Formato | |
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slln_quasi_v8_tims.pdf | artigo | 371.74 kB | Adobe PDF | Ver/Abrir |
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